Libyan leader Muammar Gaddafi's wife Safia, daughter Aisha, and sons Hannibal and Mohammed arrived in Algeria on Monday, state media reported.
The government has informed the UN and Libyan rebel authorities about their arrival, the official Algeria Press Service (APS) reported.
Gaddafi's family members, including his grandchildren, entered the country around 8.30 am via the Tinalcom border crossing in Illizi province.
Algerian authorities allowed his relatives to enter the country on humanitarian grounds, Xinhua reported quoting the Arabic daily Echorouk.
The Libyan convoy comprising seven cars with 31 people on board waited for 12 hours at the crossing before being authorized to enter Algeria, the paper said.
The health condition of Aisha Gaddafi, who is pregnant in her 9th month, prompted Algeria to let in the convoy, it noted.
Meanwhile, Gaddafi and two of his other sons are reportedly in hiding in the town of Bani Walis south of Tripoli, the Italian news agency ANSA said on Monday, citing “authoritative Libyan diplomatic sources”.
Abessalam Jalloud, a former Libyan prime minister who defected to Italy last week, said Gaddafi could be hiding south of Tripoli, according to alarabia.net.
“There are two possibilities: either he is hiding south of Tripoli or he left some time ago,” Jalloud told reporters.
The leader of the rebel National Transitional Council, Mustafa Abdel Jalil, on Monday cautioned against a let-up in international action against Gaddafi, saying he “still poses a danger, not only for Libya but for the world”.
“That is why we are calling for the coalition to continue its support,” the alarabia.net quoted Abdel Jalil as saying in Doha at a meeting of chiefs of staff of countries militarily involved in Libya.
Italy is Libya's former colonial ruler and enjoyed close diplomatic and economic ties with Col. Gaddafi's regime before the start of a popular uprising this year. It has since joined the international coalition against Gaddafi's regime.